Thomas J. Finucane

601 total citations
15 papers, 408 citations indexed

About

Thomas J. Finucane is a scholar working on Finance, Economics and Econometrics and Accounting. According to data from OpenAlex, Thomas J. Finucane has authored 15 papers receiving a total of 408 indexed citations (citations by other indexed papers that have themselves been cited), including 13 papers in Finance, 7 papers in Economics and Econometrics and 3 papers in Accounting. Recurrent topics in Thomas J. Finucane's work include Financial Markets and Investment Strategies (8 papers), Stochastic processes and financial applications (7 papers) and Capital Investment and Risk Analysis (6 papers). Thomas J. Finucane is often cited by papers focused on Financial Markets and Investment Strategies (8 papers), Stochastic processes and financial applications (7 papers) and Capital Investment and Risk Analysis (6 papers). Thomas J. Finucane collaborates with scholars based in United States. Thomas J. Finucane's co-authors include and has published in prestigious journals such as Review of Financial Studies, Journal of Banking & Finance and Journal of Financial and Quantitative Analysis.

In The Last Decade

Thomas J. Finucane

13 papers receiving 369 citations

Peers

Thomas J. Finucane
Comparison fields: 5 of 32
  • Finance 362
  • Economics and Econometrics 183
  • Accounting 146
  • Strategy and Management 55
  • General Economics, Econometrics and Finance 47
William G. Droms United States
Gary L. Gastineau United States
Bruce A. Benet United States
C. Sherman Cheung Canada
Ajay R. Dravid United States
Evgenia V. Golubeva United States
Thomas F. Gosnell United States
Alli Nathan Canada
R. Stephen Sears United States
Roger Ignatius United States
William G. Droms United States View profile →
Citations per field, relative to Thomas J. Finucane
Thomas J. Finucane · 1×
Citations per year, relative to Thomas J. Finucane
Thomas J. Finucane · 1×

Countries citing papers authored by Thomas J. Finucane

Since Specialization
Citations

This map shows the geographic impact of Thomas J. Finucane's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Thomas J. Finucane with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Thomas J. Finucane more than expected).

Fields of papers citing papers by Thomas J. Finucane

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Thomas J. Finucane. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Thomas J. Finucane. The network helps show where Thomas J. Finucane may publish in the future.

No nodes

All Works

15 of 15 papers shown
# Title Journal Authors Indexed citations
1 A Direct Test of Methods for Inferring Trade Direction from Intra-Day Data SSRN Electronic Journal Thomas J. Finucane 11
2 A Direct Test of Methods for Inferring Trade Direction from Intra-Day Data Journal of Financial and Quantitative Analysis Thomas J. Finucane 126
3 A new measure of the direction and timing of information flow between markets Journal of Financial Markets Thomas J. Finucane 23
4 Index Option Expirations and Market Volatility SSRN Electronic Journal Thomas J. Finucane et al. 9
5 An empirical analysis of common stock call exercise: A note Journal of Banking & Finance Thomas J. Finucane 33
6 American stochastic volatility call option pricing: A lattice based approach Review of Derivatives Research Thomas J. Finucane et al. 15
7 Binomial Approximations of American Call Option Prices with Stochastic Volatilities SSRN Electronic Journal Thomas J. Finucane 4
8 Do the options markets really overreact? Journal of Futures Markets Thomas J. Finucane et al. 31
9 The Rationality of Early Exercise Decisions: Evidence from the S&P 100 Index Options Market Review of Financial Studies Thomas J. Finucane et al. 39
10 Put-Call Parity and Expected Returns Journal of Financial and Quantitative Analysis Thomas J. Finucane 68
11 A simple linear weighting scheme for Black-Scholes implied volatilities Journal of Banking & Finance Thomas J. Finucane 0
12 Black-Scholes Approximations of Call Option Prices With Stochastic Volatilities: A Note Journal of Financial and Quantitative Analysis Thomas J. Finucane 5
13 OPTIONS ON U.S. TREASURY COUPON ISSUES Financial Review Thomas J. Finucane 0
14 SOME EMPIRICAL EVIDENCE ON THE USE OF FINANCIAL LEASES The Journal of Financial Research Thomas J. Finucane 43
15 A theoretical and empirical study of options on default free coupon bonds Medical Entomology and Zoology Thomas J. Finucane 1

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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